I don't see how they can be a physical threat to the U.S. Their greatest long range missile can't even reach the Hawaiian islands, unless of course it had one of the luckiest tailwinds for the duration of it's flight. The only damage the U.S. could sustain from NKorea is loss of life to our troops stationed in SKorea. Which don't get me wrong, is still a dreadful possibility.
I guess my point is, this is an empty threat, they most certaily are not capable of "wiping" the U.S. off of the map. This is just a case of a chihuahua with the bark of a mastiff.
Take yourself to higher places.